A measure $\pi$ satisfies the detailed balance condition if

$$ \pi_i P_{ij} = \pi_j P_{ji}, \quad \forall i,j. $$

If $\pi$ satisfies the detailed balance condition, then $\pi$ is also a stationary measure.

For the $j$ th component, $$ \sum_i \pi_i P_{ij}

\sum_i \pi_j P_{ji}

\pi_j \sum_i P_{ji}

\pi_j. $$

So detailed balance provides a sufficient condition for stationarity.


Detailed balance is a useful tool for finding a stationary measure.

A Markov chain that satisfies the detailed balance condition is called reversible.